stationary bootstrap

Econometrics questions and discussions

stationary bootstrap

Postby iloverats » Wed Aug 31, 2011 11:16 am

DearTom
May you provide the code for stationary bootstrap(Politis, Dimitris, and Joseph Romano, 1994)

thank you :!:
iloverats
 
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Re: stationary bootstrap

Postby TomDoan » Wed Aug 31, 2011 12:49 pm

Use BOOT with the option METHOD=STATIONARY.
TomDoan
 
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